Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 11,05% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 598 726 | 303 400 | 51 205 CHF | 28 986 CHF | 99,39% | 99,39% |
15/07/2024 | 12,50% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 676 182 | 350 591 | 50 714 CHF | 29 800 CHF | 99,39% | 99,39% |
12/07/2024 | 12,76% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 690 725 | 357 863 | 50 691 CHF | 29 842 CHF | 99,08% | 99,08% |
11/07/2024 | 11,72% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 623 807 | 321 194 | 50 107 CHF | 29 001 CHF | 98,83% | 98,83% |
10/07/2024 | 11,32% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 604 751 | 307 575 | 50 414 CHF | 28 700 CHF | 95,48% | 95,48% |
09/07/2024 | 11,47% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 611 447 | 312 732 | 50 246 CHF | 28 812 CHF | 99,04% | 99,04% |
08/07/2024 | 12,02% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 639 733 | 333 295 | 49 995 CHF | 29 383 CHF | 99,23% | 99,23% |
05/07/2024 | 12,99% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 695 891 | 361 581 | 50 086 CHF | 29 640 CHF | 99,39% | 99,39% |
04/07/2024 | 12,13% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 647 263 | 337 249 | 50 145 CHF | 29 501 CHF | 99,39% | 99,39% |
03/07/2024 | 12,27% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 660 805 | 342 903 | 50 569 CHF | 29 671 CHF | 98,63% | 98,63% |